"We are obviously extremely concerned about the continued escalation of the violence in Gaza... and the deplorable increase in the number of civilian deaths," European Commission spokeswoman Maja Kocijancic said.
"We call for immediate and thorough investigation," Kocijancic said, noting this was the fourth such incident where UN facilities in Gaza had been hit.
"We call on all parties to respect the inviolability and the integrity of UN premises," said, reiterating the need for an immediate ceasefire.
More than two weeks of fighting have left more than 800 Palestinians dead, most of them civilians, according to human rights groups, while Israel has lost more than 30 soldiers and three civilians.